Ceres Power Holdings PLC (CPWHF)
2.405
0.00 (0.00%)
USD |
OTCM |
May 23, 16:00
Ceres Power Holdings Max Drawdown (5Y): 92.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 92.41% |
| March 31, 2024 | 92.41% |
| February 29, 2024 | 90.90% |
| January 31, 2024 | 90.90% |
| December 31, 2023 | 90.68% |
| November 30, 2023 | 89.95% |
| October 31, 2023 | 89.95% |
| September 30, 2023 | 84.54% |
| August 31, 2023 | 84.54% |
| July 31, 2023 | 84.54% |
| June 30, 2023 | 84.54% |
| May 31, 2023 | 84.54% |
| April 30, 2023 | 84.54% |
| March 31, 2023 | 84.54% |
| February 28, 2023 | 84.54% |
| January 31, 2023 | 84.54% |
| December 31, 2022 | 84.54% |
| November 30, 2022 | 84.54% |
| October 31, 2022 | 83.70% |
| September 30, 2022 | 82.49% |
| August 31, 2022 | 72.49% |
| July 31, 2022 | 72.49% |
| June 30, 2022 | 72.49% |
| May 31, 2022 | 67.87% |
| April 30, 2022 | 67.87% |
| Date | Value |
|---|---|
| March 31, 2022 | 67.87% |
| February 28, 2022 | 67.87% |
| January 31, 2022 | 67.03% |
| December 31, 2021 | 59.15% |
| November 30, 2021 | 59.15% |
| October 31, 2021 | 59.15% |
| September 30, 2021 | 59.15% |
| August 31, 2021 | 59.15% |
| July 31, 2021 | 59.15% |
| June 30, 2021 | 59.15% |
| May 31, 2021 | 59.15% |
| April 30, 2021 | 59.15% |
| March 31, 2021 | 59.15% |
| February 28, 2021 | 69.26% |
| January 31, 2021 | 69.26% |
| December 31, 2020 | 85.28% |
| November 30, 2020 | 86.30% |
| October 31, 2020 | 86.30% |
| September 30, 2020 | 86.48% |
| August 31, 2020 | 89.46% |
| July 31, 2020 | 89.46% |
| June 30, 2020 | 89.46% |
| May 31, 2020 | 89.46% |
| April 30, 2020 | 89.46% |
| March 31, 2020 | 89.46% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
59.15%
Minimum
Mar 2021
94.78%
Maximum
May 2019
80.42%
Average
84.54%
Median
Nov 2022
Max Drawdown (5Y) Benchmarks
| Pentair PLC | 67.99% |
| RELX PLC | 37.75% |
| KNOT Offshore Partners LP | 74.53% |
| Rentokil Initial PLC | 43.66% |
| CNH Industrial NV | 65.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.31 |
| Beta (5Y) | 1.556 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.49% |
| Historical Sharpe Ratio (5Y) | -0.0811 |
| Historical Sortino (5Y) | -0.1554 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.43% |